quantlib.util.options

Copyright (C) 2012, Enthought Inc Copyright (C) 2012, Patrick Henaff

This program is distributed in the hope that it will be useful, but WITHOUT ANY WARRANTY; without even the implied warranty of MERCHANTABILITY or FITNESS FOR A PARTICULAR PURPOSE. See the license for more details.

Functions

heston_pricer(trade_date, options, params, ...)	Price a list of European options with heston model.
options_to_rates(options[, t_min, n_min])	Extract implied risk-free rates and dividend yield from standard European option quote file.